Market Frictions, Interbank Linkages and Excessive Interconnections /
This paper studies banks' decision to form financial interconnections using a model of financial contagion that explicitly takes into account the crisis state of the world. This allows us to model the network formation decision as optimising behaviour of competitive banks, where they balance th...
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | دورية |
| اللغة: | English |
| منشور في: |
Washington, D.C. :
International Monetary Fund,
2016.
|
| سلاسل: | IMF Working Papers; Working Paper ;
No. 2016/180 |
| الوصول للمادة أونلاين: | Full text available on IMF |